| Vorliegende Sprache |
eng |
| Hinweise auf parallele Ausgaben |
393544052 Druckausg.: ‡Quantitative energy finance |
| ISBN |
978-1-4614-7247-6 |
| Name |
Benth, Fred Espen |
| Kholodnyi, Valery A. ¬[Hrsg.]¬ |
| Name ANZEIGE DER KETTE |
Kholodnyi, Valery A. ¬[Hrsg.]¬ |
| Name |
Laurence, Peter ¬[Hrsg.]¬ |
| T I T E L |
Quantitative Energy Finance |
| Zusatz zum Titel |
Modeling, Pricing, and Hedging in Energy and Commodity Markets |
| Verlagsort |
New York, NY ; s.l. |
| Verlag |
Springer New York |
| Erscheinungsjahr |
2014 |
| 2014 |
| Umfang |
Online-Ressource (XVIII, 308 p. 85 illus., 67 illus. in color, online resource) |
| Reihe |
SpringerLink. Bücher |
| Notiz / Fußnoten |
Description based upon print version of record |
| Weiterer Inhalt |
A review of optimal investment rules in electricity generationA Survey of Commodity Markets and Structural Models for Electricity Prices -- Fourier based valuation methods in mathematical finance -- Mathematics of Swing Options: A Survey -- Inference for Markov-regime switching models of electricity spot prices -- Modelling electricity day-ahead prices by multivariate Lévy semistationary processes -- Modelling Power Forward Prices -- An analysis of the main determinants of electricity forward prices and forward risk premia -- A Dynamic Lévy Copula Model for the Spark Spread -- Constrained density estimation -- Electricity Options and Additional Information. |
| Titelhinweis |
Druckausg.: ‡Quantitative energy finance |
| ISBN |
ISBN 978-1-4614-7248-3 |
| Klassifikation |
KFFK |
| BUS004000 |
| KFF |
| BUS027000 |
| 332 |
| 657.8333 |
| 658.152 |
| HG1-9999 |
| HG4501-6051 |
| HG1501-HG3550 |
| QR 530 |
| Kurzbeschreibung |
A review of optimal investment rules in electricity generation -- A Survey of Commodity Markets and Structural Models for Electricity Prices -- Fourier based valuation methods in mathematical finance -- Mathematics of Swing Options: A Survey -- Inference for Markov-regime switching models of electricity spot prices -- Modelling electricity day–ahead prices by multivariate Lévy semistationary processes -- Modelling Power Forward Prices -- An analysis of the main determinants of electricity forward prices and forward risk premia -- A Dynamic Lévy Copula Model for the Spark Spread -- Constrained density estimation -- Electricity Options and Additional Information. |
| 2. Kurzbeschreibung |
Finance and energy markets have been an active scientific field for some time, even though the development and applications of sophisticated quantitative methods in these areas are relatively new—and referred to in a broader context as energy finance. Energy finance is often viewed as a branch of mathematical finance, yet this area continues to provide a rich source of issues that are fuelling new and exciting research developments. Based on a special thematic year at the Wolfgang Pauli Institute (WPI) in Vienna, Austria, this edited collection features cutting-edge research from leading scientists in the fields of energy and commodity finance. Topics discussed include modeling and analysis of energy and commodity markets, derivatives hedging and pricing, and optimal investment strategies and modeling of emerging markets, such as power and emissions. The book also confronts the challenges one faces in energy markets from a quantitative point of view, as well as the recent advances in solving these problems using advanced mathematical, statistical and numerical methods. By addressing the emerging area of quantitative energy finance, this volume will serve as a valuable resource for graduate-level students and researchers studying financial mathematics, risk management, or energy finance. |
| 1. Schlagwortkette |
Energiemarkt |
| Finanzierung |
| Finanzinvestition |
| ANZEIGE DER KETTE |
Energiemarkt -- Finanzierung -- Finanzinvestition |
| 2. Schlagwortkette |
Energiemarkt |
| Finanzierung |
| Finanzinvestition |
| ANZEIGE DER KETTE |
Energiemarkt -- Finanzierung -- Finanzinvestition |
| SWB-Titel-Idn |
393378810 |
| Signatur |
Springer E-Book |
| Bemerkungen |
Elektronischer Volltext - Campuslizenz |
| Elektronische Adresse |
$uhttp://dx.doi.org/10.1007/978-1-4614-7248-3 |
| Internetseite / Link |
Volltext |
| Siehe auch |
Volltext |
| Siehe auch |
Cover |
